+1,230.7%
TMUS vs VRSK
+585.1%
+645.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.4% |
| 7D | -5.8% | -7.7% | +2.0% | -2.4% |
| 30D | -0.2% | -2.8% | +2.6% | +0.8% |
| 3M | -4.0% | -3.7% | -0.3% | -2.9% |
| 6M | -18.1% | -12.8% | -5.3% | -14.0% |
| YTD | -11.3% | -21.0% | +9.6% | -3.3% |
| 1Y | -24.7% | -32.5% | +7.7% | -12.0% |
| 3Y | +35.4% | -26.5% | +61.9% | +49.2% |
| 5Y | +42.4% | -11.5% | +53.9% | +39.9% |
| 10Y | +317.4% | +125.7% | +191.7% | +147.6% |
| All | +1,230.7% | +585.1% | +645.6% | +343.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VRSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling